Sentiment Aug 27
Intermarket correlations:
- JGB yields about to make new high
- Gold head fake
DG gamma negative
CPCE complacent
Dow above Dec low
NAAIM 96 -> 85
NDXA50 and 20 trending down
NYMO 1.6
VIX down
Seasonality - Sep volatility
Conclusion: still not much fear in the market